+0.4%
STM vs CART
+111.7%
-111.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.4% | -10.0% | -11.9% |
| 7D | -20.1% | +1.2% | -21.3% | -20.2% |
| 30D | -32.0% | +27.1% | -59.1% | -35.1% |
| 3M | -24.2% | +27.4% | -51.6% | -28.0% |
| 6M | -29.9% | +32.1% | -62.1% | -34.2% |
| YTD | +54.9% | +28.5% | +26.4% | +45.8% |
| 1Y | +68.0% | +58.8% | +9.2% | +49.8% |
| All | +0.4% | +111.7% | -111.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling